+20.3%
PFE vs PSX
+104.4%
-84.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | -4.3% | +1.8% | -6.1% | -4.3% |
| 30D | +2.7% | +21.6% | -18.9% | +2.2% |
| 3M | +10.0% | +46.5% | -36.5% | +8.7% |
| 6M | +7.2% | +62.0% | -54.8% | +4.6% |
| YTD | +17.3% | +106.3% | -89.0% | +11.1% |
| 1Y | +20.3% | +103.0% | -82.7% | +15.7% |
| All | +20.3% | +104.4% | -84.1% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling